Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey

DOI10.2307/1402894zbMath0586.62145OpenAlexW1993077520MaRDI QIDQ3711569

Jan G. De Gooijer, Lecily Robinson, Bovas Abraham, Ann Gould

Publication date: 1985

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402894

zbMATH Keywords

surveytime seriesAkaike's information criterionBayesian methodsLagrange multiplier testfinal prediction errororder determinationcross- validationautoregressive-moving average processcorner methodinverse autocorrelationsextended autocorrelationsgeneralized partial correlationsS- and R-arrays

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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